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Isolating cyclical patterns in irregular time-series data

Hurn, A.S.; McDonald, A.D. - In: Mathematics and Computers in Simulation (MATCOM) 43 (1997) 3, pp. 405-412

Times-series data which are observed at irregular time intervals often arise in economics and the bio-sciences. Existing methods for modelling these data have focused on the discretisation of continuous processes. A method is proposed for fitting cyclical components to irregular time-series data...

Persistent link: https://www.econbiz.de/10010748888

Isolating Cyclical Patterns in Irregular Time Series Data.

Hurn, A.S.; McDonald, A.D. - Department of Economics, Faculty of Business and Economics - 1995

Persistent link: https://www.econbiz.de/10005750796

Unobservable Cyclical Components in Term Premia of Fixed- Term Financial Instruments.

McDonald, A.D.; Hurn, A.S. - School of Economics and Finance, Tasmanian School of … - 1993

Persistent link: https://www.econbiz.de/10005478497

Bank of England Intervention and the Structure of Interest Rates in the London Interbank Market.

Hurn, A.S.; McDonald, A.D. - School of Economics and Finance, Tasmanian School of … - 1994

Persistent link: https://www.econbiz.de/10005631065

IN SEARCH OF TIME VARYING TERM PREMIA IN THE LONDON lNTERBANK MARKET

Hurn, A.S.; McDonald, A.D.; Moody, T. - In: Scottish journal of political economy : the journal of … 42 (1995) 2, pp. 152-164

Persistent link: https://www.econbiz.de/10007707293